3410 Discussion Papers

• 13-012/VII - Mergers in Bidding Markets

  Authors: Maarten Janssen, University of Vienna; Vladimir Karamychev, Erasmus University Rotterdam

  Date: January 10, 2013

• 13-011/III - Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series

  Authors: Nalan Basturk, Erasmus University Rotterdam; Cem Cakmakli, University of Amsterdam; Pinar Ceyhan, Erasmus University Rotterdam; Herman K. van Dijk, Erasmus University Rotterdam, and VU University Amsterdam

  Date: January 10, 2013

• 13-010/III - Has the Basel Accord Improved Risk Management During the Global Financial Crisis?

  Authors: Michael McAleer, Erasmus University Rotterdam; Juan-Ángel Jiménez-Martín, Complutense University of Madrid; Teodosio Pérez-Amaral, Complutense University of Madrid

  Date: January 08, 2013

• 13-009/III - Volatility Spillovers from the US to Australia and China across the GFC

  Authors: David E. Allen, Edith Cowan University; Michael McAleer, Econometric Institute, Erasmus University Rotterdam, Complutense University of Madrid, and Kyoto University; R.J. Powell, Edith Cowan University; A.K. Singh, Edith Cowan University

  Date: January 08, 2013

• 13-008/III - Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism

  Authors: Chia-Lin Chang, National Chung Hsing University, Taiwan; Hui-Kuang Hsu, National Pingtung Institute of Commerce, Taiwan; Michael McAleer, Erasmus University Rotterdam, Kyoto University, Japan, and Complutense University of Madrid, Spain

  Date: January 07, 2013

• 13-007/III - How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?

  Authors: Lan-Fen Chu, National Science and Technology Center for Disaster, Taiwan; Michael McAleer, Erasmus University Rotterdam, Kyoto University, Complutense University of Madrid; Chi-Chung Chen, National Chung Hsing University, Taiwan

  Date: January 08, 2013

• 13-006/III - Statistical Modelling of Extreme Rainfall in Taiwan

  Authors: Lan-Fen Chu, National Science and Technology Center for Disaster Reduction (NCDR), Taiwan; Michael McAleer, Erasmus University Rotterdam,Kyoto University, Japan, and Complutense University of Madrid; Ching-Chung Chang, Academia Sinica, Taiwan

  Date: January 08, 2013

• 13-005/III - Estimating Implied Recovery Rates from the Term Structure of CDS Spreads

  Authors: Marcin Jaskowski, Erasmus University Rotterdam; Michael McAleer, Erasmus University Rotterdam, Kyoto University, Japan, and Complutense University of Madrid, Spain

  Date: January 07, 2013

• 13-004/III - Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan

  Authors: Lan-Fen Chu, National Science and Technology Center for Disaster Reduction (NCDR); Michael McAleer, Erasmus University Rotterdam, Kyoto University Japan, Complutense University of Madrid; Szu-Hua Wang, Chinese Cultural University, Taiwan

  Date: January 07, 2012

• 13-003/III - Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing

  Authors: Manabu Asai, Soka University, Japan; Michael McAleer, Erasmus University Rotterdam, The Netherlands; Kyoto University, Japan; Complutense University of Madrid, Spain

  Date: January 07, 2013

• 13-002/III - Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence

  Authors: Chia-Lin Chang, National Chung Hsing University; Michael McAleer, Erasmus University Rotterdam, Complutense University of Madrid, and Kyoto University; Les Oxley, University of Waikato

  Date: January 04, 2013

• 13-001/III - Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors

  Author: Simon A. Broda, University of Amsterdam

  Date: January 08, 2013

• 12-146/IV - Banking Competition and Soft Budget Constraints: How Market Power can threaten Discipline in Lending

  Author: Stefan Arping, University of Amsterdam

  Date: December 20, 2012

• 12-145/V - The Social Dilemma of Microinsurance: A Framed Field Experiment on Free-Riding and Coordination

  Authors: Wendy Janssens, VU University Amsterdam; Berber Kramer, VU University Amsterdam

  Date: December 18, 2012

• 12-144/VI - Business Cycle Fluctuations and Private Savings in OECD Countries: A Panel Data Analysis

  Authors: Yvonne Adema, Erasmus University Rotterdam; Lorenzo Pozzi, Erasmus University Rotterdam

  Date: December 17, 2012

• 12-143/VII - Information at a Cost: A Lab Experiment

  Authors: Pedro Robalo, University of Amsterdam; Rei S. Sayag, Erasmus University Rotterdam

  Date: December 14, 2012

• 12-142/IV - Credit Protection and Lending Relationships

  Author: Stefan Arping, University of Amsterdam

  Date: December 12, 2012

• 12-141/IV - Sunshine Trading: Flashes of Trading Intent at the NASDAQ

  Authors: Johannes A. Skjeltorp, Norges Bank; Elvira Sojli, Erasmus University Rotterdam, Duisenberg school of finance; Wing Wah Tham, Erasmus University Rotterdam

  Date: December 12, 2012

• 12-140/IV - Aggregate Stock Market Illiquidity and Bond Risk Premia

  Authors: Kees E. Bouwman, Erasmus University Rotterdam; Elvira Sojli, Erasmus University Rotterdam; Wing Wah Tham, Erasmus University Rotterdam

  Date: December 12, 2012

• 12-139/II - Market Power in Bilateral Oligopoly Markets with Nonexpandable Infrastructures

  Authors: Yukihiko Funaki, Waseda University; Harold Houba, VU University Amsterdam; Evgenia Motchenkova, VU University Amsterdam

  Date: December 14, 2012